JPMorgan International Bond Opportunities ETF (JPIB)

48.73 +0.05 (+0.10%) USD  |  BATS  |  Dec 11, 16:00
48.72 -0.01 (-0.02%) Pre-Market: 20:00
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JPIB Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for JPIB.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (5Y) Range, Past 5 Years

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Historical Sortino (5Y) Benchmarks

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Vanguard Total International Bond Index Fund ETF Upgrade
iShares Core International Aggregate Bond ETF Upgrade
Dimensional Global ex US Core Fixed Income ETF --
Vanguard Total World Bond ETF Upgrade
Franklin International Aggregate Bond ETF Upgrade

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade